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BOIL vs. ^DJUSEN
Performance
Return for Risk
Drawdowns
Volatility

Performance

BOIL vs. ^DJUSEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and Dow Jones U.S. Oil & Gas Index (^DJUSEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BOIL

1D
-6.77%
1M
-27.04%
6M
-54.25%
YTD
-57.88%
1Y
-70.19%
3Y*
-68.09%
5Y*
-70.90%
10Y*
-59.32%
ALL TIME*
-58.10%

^DJUSEN

1D
-0.45%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$200.00B$200.00B$200.00B
$90.73M$100.10M$103.98M

BOIL vs. ^DJUSEN - Yearly Performance Comparison


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Return for Risk

BOIL vs. ^DJUSEN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 44
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
Martin Ratio Rank

^DJUSEN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BOIL vs. ^DJUSEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and Dow Jones U.S. Oil & Gas Index (^DJUSEN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BOIL^DJUSENDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.90

Martin ratioReturn relative to average drawdown

-1.37

BOIL vs. ^DJUSEN - Sharpe Ratio Comparison


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Drawdowns

BOIL vs. ^DJUSEN - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, which is greater than ^DJUSEN's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for BOIL and ^DJUSEN.


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Drawdown Indicators


BOIL^DJUSENDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-0.45%

-99.55%

Max Drawdown (1Y)

Largest decline over 1 year

-77.89%

Max Drawdown (3Y)

Largest decline over 3 years

-97.50%

Max Drawdown (5Y)

Largest decline over 5 years

-99.93%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-0.45%

-99.55%

Average Drawdown

Average peak-to-trough decline

-93.63%

-0.45%

-93.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.14%

Volatility

BOIL vs. ^DJUSEN - Volatility Comparison


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Volatility by Period


BOIL^DJUSENDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.72%

Volatility (6M)

Calculated over the trailing 6-month period

54.88%

Volatility (1Y)

Calculated over the trailing 1-year period

110.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.65%

Portfolio Optimizer

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